chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
@@ -0,0 +1,119 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
+using System;
+using System.Linq;
+using Python.Runtime;
+using Newtonsoft.Json;
+using System.Collections.Generic;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Data.Fundamental
+{
+    /// <summary>
+    /// Normalized Basic EPS as reported by the company in the financial statements.
+    /// </summary>
+    public class ReportedNormalizedBasicEPS : MultiPeriodField
+    {
+        /// <summary>
+        /// The default period
+        /// </summary>
+        protected override string DefaultPeriod => "TwelveMonths";
+
+        /// <summary>
+        /// Gets/sets the ThreeMonths period value for the field
+        /// </summary>
+        [JsonProperty("3M")]
+        public double ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_ReportedNormalizedBasicEPS_ThreeMonths);
+
+        /// <summary>
+        /// Gets/sets the SixMonths period value for the field
+        /// </summary>
+        [JsonProperty("6M")]
+        public double SixMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_ReportedNormalizedBasicEPS_SixMonths);
+
+        /// <summary>
+        /// Gets/sets the NineMonths period value for the field
+        /// </summary>
+        [JsonProperty("9M")]
+        public double NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_ReportedNormalizedBasicEPS_NineMonths);
+
+        /// <summary>
+        /// Gets/sets the TwelveMonths period value for the field
+        /// </summary>
+        [JsonProperty("12M")]
+        public double TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_ReportedNormalizedBasicEPS_TwelveMonths);
+
+        /// <summary>
+        /// Returns true if the field contains a value for the default period
+        /// </summary>
+        public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_ReportedNormalizedBasicEPS_TwelveMonths));
+
+        /// <summary>
+        /// Returns the default value for the field
+        /// </summary>
+        public override double Value
+        {
+            get
+            {
+                var defaultValue = FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_ReportedNormalizedBasicEPS_TwelveMonths);
+                if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
+                {
+                    return defaultValue;
+                }
+                return base.Value;
+            }
+        }
+
+        /// <summary>
+        /// Gets a dictionary of period names and values for the field
+        /// </summary>
+        /// <returns>The dictionary of period names and values</returns>
+        public override IReadOnlyDictionary<string, double> GetPeriodValues()
+        {
+            var result = new Dictionary<string, double>();
+            foreach (var kvp in new[] { new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("9M",NineMonths), new Tuple<string, double>("12M",TwelveMonths) })
+            {
+                if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
+                {
+                    result[kvp.Item1] = kvp.Item2;
+                }
+            }
+            return result;
+        }
+
+        /// <summary>
+        /// Gets the value of the field for the requested period
+        /// </summary>
+        /// <param name="period">The requested period</param>
+        /// <returns>The value for the period</returns>
+        public override double GetPeriodValue(string period) => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, Enum.Parse<FundamentalProperty>($"EarningReports_ReportedNormalizedBasicEPS_{ConvertPeriod(period)}"));
+
+        /// <summary>
+        /// Creates a new empty instance
+        /// </summary>
+        public ReportedNormalizedBasicEPS()
+        {
+        }
+
+        /// <summary>
+        /// Creates a new instance for the given time and security
+        /// </summary>
+        public ReportedNormalizedBasicEPS(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
+        {
+        }
+    }
+}